Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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-Publisher SEC
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Percentage Of Credit Exposure

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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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- Definition

The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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Fair value of credit risk derivative liability.

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Amount, before unamortized (discount) premium and debt issuance costs, of long-term debt. Includes, but is not limited to, notes payable, bonds payable, commercial loans, mortgage loans, convertible debt, subordinated debt and other types of debt.

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Fair value, after effects of master netting arrangements, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset offset against an obligation to return collateral. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Amount of unrealized gain (loss) related to the fair value of interest rate derivatives designated as fair value hedging instruments, as offset by the gain (loss) on the hedged item to the extent that the fair value hedge is determined to be effective.

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Fair value as of the balance sheet date of all interest rate derivatives designated as cash flow hedging instruments.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Financial Risk Management Activities (Narrative) (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Interest Rate Cash Flow Hedge Derivative at Fair Value, Net	$ 1
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	2		$ 2
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	1
Power [Member]
Derivatives, Fair Value [Line Items]
Fair Value of Derivatives with credit-risk related contingent features	16		19
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral	11		9
Additional collateral aggregate fair value	5		$ 10
PSEG [Member]
Derivatives, Fair Value [Line Items]
Amount of reduction in interest expense attributed to interest rate swaps designated as fair value hedges		$ (4)
PSEG [Member] \| Loans Payable [Member]
Derivatives, Fair Value [Line Items]
Long-term Debt, Gross	$ 500
Investment Grade - External Rating [Member] \| Power [Member]
Derivatives, Fair Value [Line Items]
Credit exposure, percentage	97.00%
Cash Flow Hedging [Member] \| PSEG [Member]
Derivatives, Fair Value [Line Items]
Aggregate amount of series of interest rate swaps converting to variable-rate debt	$ 500